Windows and Mac OS X: Hackety Hack is an application designed to teach complete beginners how to program in Ruby, eventually giving you the ability to create actual applications for the desktop and the web.

The Hackety Hack project also makes use of a GUI toolkit called Shoes, which lets you create desktop applications. Here's an example of Pong created in Shoes:

Hackety Hack will walk you through Ruby basics and have you creating simple apps quickly. The Shoes toolkit isn't just for making simple apps. Once you learn the basics that Hackety Hack will teach you, then you can start creating more complex apps (like Hackety Hack itself). If you're looking to get into programming and want to deploy cross-platform apps, Hackety Hack looks like a great way to get started. It's also free, open source software, so you can mess around with the source code should you feel so inclined.